Mercurial > octave
annotate libinterp/corefcn/dassl.cc @ 23473:55916f99b8b6
prefer feval over do_multi_index_op
* parse.h, oct-parse.in.yy (feval (octave_function *, const
octave_value_list& args, int)): New function.
* bsxfun.cc, cellfun.cc, daspk.cc, dasrt.cc, dassl.cc, data.cc,
hook-fcn.h, lsode.cc, quad.cc, __eigs__.cc, __ode15__.cc:
Use feval for function evaluations instead of do_multi_index_op.
author | John W. Eaton <jwe@octave.org> |
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date | Mon, 08 May 2017 13:08:11 -0400 |
parents | 092078913d54 |
children | 00e518162fda |
rev | line source |
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2928 | 1 /* |
2 | |
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3 Copyright (C) 1996-2017 John W. Eaton |
2928 | 4 |
5 This file is part of Octave. | |
6 | |
7 Octave is free software; you can redistribute it and/or modify it | |
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8 under the terms of the GNU General Public License as published by |
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9 the Free Software Foundation; either version 3 of the License, or |
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10 (at your option) any later version. |
2928 | 11 |
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12 Octave is distributed in the hope that it will be useful, but |
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13 WITHOUT ANY WARRANTY; without even the implied warranty of |
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14 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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15 GNU General Public License for more details. |
2928 | 16 |
17 You should have received a copy of the GNU General Public License | |
7016 | 18 along with Octave; see the file COPYING. If not, see |
19 <http://www.gnu.org/licenses/>. | |
2928 | 20 |
21 */ | |
22 | |
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23 #if defined (HAVE_CONFIG_H) |
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24 # include "config.h" |
2928 | 25 #endif |
26 | |
27 #include <string> | |
28 | |
3567 | 29 #include <iomanip> |
3523 | 30 #include <iostream> |
2928 | 31 |
32 #include "DASSL.h" | |
33 | |
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34 #include "defun.h" |
2928 | 35 #include "error.h" |
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36 #include "errwarn.h" |
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37 #include "ovl.h" |
2968 | 38 #include "ov-fcn.h" |
5729 | 39 #include "ov-cell.h" |
2928 | 40 #include "pager.h" |
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41 #include "parse.h" |
3243 | 42 #include "unwind-prot.h" |
2928 | 43 #include "utils.h" |
44 #include "variables.h" | |
45 | |
3998 | 46 #include "DASSL-opts.cc" |
47 | |
2928 | 48 // Global pointer for user defined function required by dassl. |
2968 | 49 static octave_function *dassl_fcn; |
2928 | 50 |
3991 | 51 // Global pointer for optional user defined jacobian function. |
52 static octave_function *dassl_jac; | |
53 | |
4140 | 54 // Have we warned about imaginary values returned from user function? |
55 static bool warned_fcn_imaginary = false; | |
56 static bool warned_jac_imaginary = false; | |
57 | |
3243 | 58 // Is this a recursive call? |
59 static int call_depth = 0; | |
60 | |
2928 | 61 ColumnVector |
3849 | 62 dassl_user_function (const ColumnVector& x, const ColumnVector& xdot, |
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63 double t, octave_idx_type& ires) |
2928 | 64 { |
65 ColumnVector retval; | |
66 | |
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67 assert (x.numel () == xdot.numel ()); |
2928 | 68 |
69 octave_value_list args; | |
4628 | 70 |
2928 | 71 args(2) = t; |
4628 | 72 args(1) = xdot; |
73 args(0) = x; | |
2928 | 74 |
75 if (dassl_fcn) | |
76 { | |
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77 octave_value_list tmp; |
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78 |
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79 try |
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80 { |
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81 tmp = octave::feval (dassl_fcn, args, 1); |
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82 } |
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83 catch (octave::execution_exception& e) |
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84 { |
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85 err_user_supplied_eval (e, "dassl"); |
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86 } |
2928 | 87 |
3849 | 88 int tlen = tmp.length (); |
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89 if (tlen == 0 || ! tmp(0).is_defined ()) |
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90 err_user_supplied_eval ("dassl"); |
4140 | 91 |
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92 if (! warned_fcn_imaginary && tmp(0).is_complex_type ()) |
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93 { |
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94 warning ("dassl: ignoring imaginary part returned from user-supplied function"); |
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95 warned_fcn_imaginary = true; |
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96 } |
3849 | 97 |
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98 retval = tmp(0).vector_value (); |
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99 |
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100 if (tlen > 1) |
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101 ires = tmp(1).int_value (); |
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102 |
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103 if (retval.is_empty ()) |
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104 err_user_supplied_eval ("dassl"); |
2928 | 105 } |
106 | |
107 return retval; | |
108 } | |
109 | |
3991 | 110 Matrix |
111 dassl_user_jacobian (const ColumnVector& x, const ColumnVector& xdot, | |
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112 double t, double cj) |
3991 | 113 { |
114 Matrix retval; | |
115 | |
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116 assert (x.numel () == xdot.numel ()); |
3991 | 117 |
118 octave_value_list args; | |
119 | |
120 args(3) = cj; | |
121 args(2) = t; | |
4628 | 122 args(1) = xdot; |
123 args(0) = x; | |
3991 | 124 |
125 if (dassl_jac) | |
126 { | |
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127 octave_value_list tmp; |
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128 |
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129 try |
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130 { |
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131 tmp = octave::feval (dassl_jac, args, 1); |
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132 } |
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133 catch (octave::execution_exception& e) |
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134 { |
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135 err_user_supplied_eval (e, "dassl"); |
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136 } |
3991 | 137 |
138 int tlen = tmp.length (); | |
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139 if (tlen == 0 || ! tmp(0).is_defined ()) |
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140 err_user_supplied_eval ("dassl"); |
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141 |
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142 if (! warned_jac_imaginary && tmp(0).is_complex_type ()) |
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143 { |
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144 warning ("dassl: ignoring imaginary part returned from user-supplied jacobian function"); |
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145 warned_jac_imaginary = true; |
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146 } |
4140 | 147 |
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148 retval = tmp(0).matrix_value (); |
3991 | 149 |
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150 if (retval.is_empty ()) |
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151 err_user_supplied_eval ("dassl"); |
3991 | 152 } |
153 | |
154 return retval; | |
155 } | |
156 | |
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157 DEFUN (dassl, args, nargout, |
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158 doc: /* -*- texinfo -*- |
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159 @deftypefn {} {[@var{x}, @var{xdot}, @var{istate}, @var{msg}] =} dassl (@var{fcn}, @var{x_0}, @var{xdot_0}, @var{t}, @var{t_crit}) |
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160 Solve the set of differential-algebraic equations |
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161 @tex |
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162 $$ 0 = f (x, \dot{x}, t) $$ |
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163 with |
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164 $$ x(t_0) = x_0, \dot{x}(t_0) = \dot{x}_0 $$ |
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165 @end tex |
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166 @ifnottex |
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167 |
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168 @example |
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169 0 = f (x, xdot, t) |
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170 @end example |
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171 |
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172 @noindent |
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173 with |
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174 |
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175 @example |
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176 x(t_0) = x_0, xdot(t_0) = xdot_0 |
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177 @end example |
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178 |
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179 @end ifnottex |
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180 The solution is returned in the matrices @var{x} and @var{xdot}, |
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181 with each row in the result matrices corresponding to one of the |
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182 elements in the vector @var{t}. The first element of @var{t} |
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183 should be @math{t_0} and correspond to the initial state of the |
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184 system @var{x_0} and its derivative @var{xdot_0}, so that the first |
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185 row of the output @var{x} is @var{x_0} and the first row |
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186 of the output @var{xdot} is @var{xdot_0}. |
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187 |
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188 The first argument, @var{fcn}, is a string, inline, or function handle |
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189 that names the function @math{f} to call to compute the vector of |
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190 residuals for the set of equations. It must have the form |
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191 |
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192 @example |
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193 @var{res} = f (@var{x}, @var{xdot}, @var{t}) |
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194 @end example |
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195 |
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196 @noindent |
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197 in which @var{x}, @var{xdot}, and @var{res} are vectors, and @var{t} is a |
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198 scalar. |
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199 |
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200 If @var{fcn} is a two-element string array or a two-element cell array |
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201 of strings, inline functions, or function handles, the first element names |
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202 the function @math{f} described above, and the second element names a |
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203 function to compute the modified Jacobian |
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204 |
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205 @tex |
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206 $$ |
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207 J = {\partial f \over \partial x} |
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208 + c {\partial f \over \partial \dot{x}} |
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209 $$ |
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210 @end tex |
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211 @ifnottex |
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212 |
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213 @example |
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214 @group |
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215 df df |
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216 jac = -- + c ------ |
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217 dx d xdot |
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218 @end group |
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219 @end example |
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220 |
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221 @end ifnottex |
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222 |
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223 The modified Jacobian function must have the form |
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224 |
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225 @example |
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226 @group |
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227 |
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228 @var{jac} = j (@var{x}, @var{xdot}, @var{t}, @var{c}) |
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229 |
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230 @end group |
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231 @end example |
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232 |
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233 The second and third arguments to @code{dassl} specify the initial |
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234 condition of the states and their derivatives, and the fourth argument |
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235 specifies a vector of output times at which the solution is desired, |
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236 including the time corresponding to the initial condition. |
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237 |
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238 The set of initial states and derivatives are not strictly required to |
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239 be consistent. In practice, however, @sc{dassl} is not very good at |
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240 determining a consistent set for you, so it is best if you ensure that |
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241 the initial values result in the function evaluating to zero. |
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242 |
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243 The fifth argument is optional, and may be used to specify a set of |
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244 times that the DAE solver should not integrate past. It is useful for |
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245 avoiding difficulties with singularities and points where there is a |
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246 discontinuity in the derivative. |
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247 |
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248 After a successful computation, the value of @var{istate} will be |
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249 greater than zero (consistent with the Fortran version of @sc{dassl}). |
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250 |
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251 If the computation is not successful, the value of @var{istate} will be |
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252 less than zero and @var{msg} will contain additional information. |
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253 |
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254 You can use the function @code{dassl_options} to set optional |
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255 parameters for @code{dassl}. |
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256 @seealso{daspk, dasrt, lsode} |
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257 @end deftypefn */) |
2928 | 258 { |
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259 int nargin = args.length (); |
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260 |
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261 if (nargin < 4 || nargin > 5) |
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262 print_usage (); |
2928 | 263 |
4140 | 264 warned_fcn_imaginary = false; |
265 warned_jac_imaginary = false; | |
266 | |
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267 octave_value_list retval (4); |
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268 |
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269 octave::unwind_protect frame; |
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271 frame.protect_var (call_depth); |
3243 | 272 call_depth++; |
2928 | 273 |
3243 | 274 if (call_depth > 1) |
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275 error ("dassl: invalid recursive call"); |
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277 std::string fcn_name, fname, jac_name, jname; |
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278 dassl_fcn = 0; |
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279 dassl_jac = 0; |
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280 |
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281 octave_value f_arg = args(0); |
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282 |
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283 if (f_arg.is_cell ()) |
2928 | 284 { |
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285 Cell c = f_arg.cell_value (); |
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286 if (c.numel () == 1) |
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287 f_arg = c(0); |
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288 else if (c.numel () == 2) |
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289 { |
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290 if (c(0).is_function_handle () || c(0).is_inline_function ()) |
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291 dassl_fcn = c(0).function_value (); |
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292 else |
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293 { |
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294 fcn_name = unique_symbol_name ("__dassl_fcn__"); |
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295 fname = "function y = "; |
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296 fname.append (fcn_name); |
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297 fname.append (" (x, xdot, t) y = "); |
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298 dassl_fcn = extract_function (c(0), "dassl", fcn_name, fname, |
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299 "; endfunction"); |
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300 } |
3991 | 301 |
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302 if (dassl_fcn) |
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303 { |
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304 if (c(1).is_function_handle () || c(1).is_inline_function ()) |
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305 dassl_jac = c(1).function_value (); |
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306 else |
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307 { |
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308 jac_name = unique_symbol_name ("__dassl_jac__"); |
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309 jname = "function jac = "; |
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310 jname.append (jac_name); |
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311 jname.append (" (x, xdot, t, cj) jac = "); |
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312 dassl_jac = extract_function (c(1), "dassl", jac_name, |
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313 jname, "; endfunction"); |
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314 |
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315 if (! dassl_jac) |
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316 { |
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317 if (fcn_name.length ()) |
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318 clear_function (fcn_name); |
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319 dassl_fcn = 0; |
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320 } |
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321 } |
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322 } |
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323 } |
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324 else |
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325 error ("dassl: incorrect number of elements in cell array"); |
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326 } |
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327 |
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328 if (! dassl_fcn && ! f_arg.is_cell ()) |
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329 { |
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330 if (f_arg.is_function_handle () || f_arg.is_inline_function ()) |
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331 dassl_fcn = f_arg.function_value (); |
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332 else |
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333 { |
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334 switch (f_arg.rows ()) |
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335 { |
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336 case 1: |
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337 do |
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338 { |
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339 fcn_name = unique_symbol_name ("__dassl_fcn__"); |
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340 fname = "function y = "; |
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341 fname.append (fcn_name); |
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342 fname.append (" (x, xdot, t) y = "); |
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343 dassl_fcn = extract_function (f_arg, "dassl", fcn_name, |
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344 fname, "; endfunction"); |
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345 } |
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346 while (0); |
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347 break; |
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348 |
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349 case 2: |
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350 { |
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351 string_vector tmp = f_arg.string_vector_value (); |
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353 fcn_name = unique_symbol_name ("__dassl_fcn__"); |
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354 fname = "function y = "; |
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355 fname.append (fcn_name); |
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356 fname.append (" (x, xdot, t) y = "); |
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357 dassl_fcn = extract_function (tmp(0), "dassl", fcn_name, |
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358 fname, "; endfunction"); |
3991 | 359 |
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360 if (dassl_fcn) |
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361 { |
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362 jac_name = unique_symbol_name ("__dassl_jac__"); |
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363 jname = "function jac = "; |
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364 jname.append (jac_name); |
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365 jname.append (" (x, xdot, t, cj) jac = "); |
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366 dassl_jac = extract_function (tmp(1), "dassl", |
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367 jac_name, jname, |
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368 "; endfunction"); |
5729 | 369 |
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370 if (! dassl_jac) |
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371 { |
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372 if (fcn_name.length ()) |
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373 clear_function (fcn_name); |
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374 dassl_fcn = 0; |
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375 } |
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376 } |
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377 } |
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378 } |
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379 } |
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380 } |
3243 | 381 |
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382 if (! dassl_fcn) |
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383 return retval; |
3243 | 384 |
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385 ColumnVector state = args(1).xvector_value ("dassl: initial state X_0 must be a vector"); |
2928 | 386 |
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387 ColumnVector deriv = args(2).xvector_value ("dassl: initial derivatives XDOT_0 must be a vector"); |
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388 |
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389 ColumnVector out_times = args(3).xvector_value ("dassl: output time variable T must be a vector"); |
2928 | 390 |
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391 ColumnVector crit_times; |
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392 int crit_times_set = 0; |
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393 if (nargin > 4) |
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394 { |
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395 crit_times = args(4).xvector_value ("dassl: list of critical times T_CRIT must be a vector"); |
2928 | 396 |
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397 crit_times_set = 1; |
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398 } |
3991 | 399 |
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400 if (state.numel () != deriv.numel ()) |
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401 error ("dassl: X and XDOT_0 must have the same size"); |
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403 double tzero = out_times (0); |
2928 | 404 |
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405 DAEFunc func (dassl_user_function); |
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406 if (dassl_jac) |
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407 func.set_jacobian_function (dassl_user_jacobian); |
3243 | 408 |
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409 DASSL dae (state, deriv, tzero, func); |
2928 | 410 |
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411 dae.set_options (dassl_opts); |
5729 | 412 |
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413 Matrix output; |
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414 Matrix deriv_output; |
3997 | 415 |
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416 if (crit_times_set) |
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417 output = dae.integrate (out_times, deriv_output, crit_times); |
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418 else |
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419 output = dae.integrate (out_times, deriv_output); |
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420 |
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421 if (fcn_name.length ()) |
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422 clear_function (fcn_name); |
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423 if (jac_name.length ()) |
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424 clear_function (jac_name); |
3997 | 425 |
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426 std::string msg = dae.error_message (); |
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427 |
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428 if (dae.integration_ok ()) |
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429 { |
20892 | 430 retval(0) = output; |
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431 retval(1) = deriv_output; |
2928 | 432 } |
3243 | 433 else |
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434 { |
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435 if (nargout < 3) |
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436 error ("dassl: %s", msg.c_str ()); |
20892 | 437 |
438 retval(0) = Matrix (); | |
439 retval(1) = Matrix (); | |
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440 } |
3243 | 441 |
20892 | 442 retval(2) = static_cast<double> (dae.integration_state ()); |
443 retval(3) = msg; | |
444 | |
2928 | 445 return retval; |
446 } | |
447 | |
448 /* | |
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449 ## dassl-1.m |
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450 ## |
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451 ## Test dassl() function |
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452 ## |
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453 ## Author: David Billinghurst (David.Billinghurst@riotinto.com.au) |
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454 ## Comalco Research and Technology |
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455 ## 20 May 1998 |
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456 ## |
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457 ## Problem |
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458 ## |
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459 ## y1' = -y2, y1(0) = 1 |
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460 ## y2' = y1, y2(0) = 0 |
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461 ## |
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462 ## Solution |
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463 ## |
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464 ## y1(t) = cos(t) |
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465 ## y2(t) = sin(t) |
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466 ## |
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467 %!function res = __f (x, xdot, t) |
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468 %! res = [xdot(1)+x(2); xdot(2)-x(1)]; |
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469 %!endfunction |
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470 |
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471 %!test |
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472 %! |
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473 %! x0 = [1; 0]; |
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474 %! xdot0 = [0; 1]; |
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475 %! t = (0:1:10)'; |
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476 %! |
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477 %! tol = 100 * dassl_options ("relative tolerance"); |
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478 %! |
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479 %! [x, xdot] = dassl ("__f", x0, xdot0, t); |
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480 %! |
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481 %! y = [cos(t), sin(t)]; |
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482 %! |
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483 %! assert (x, y, tol); |
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484 |
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485 ## dassl-2.m |
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486 ## |
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487 ## Test dassl() function |
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488 ## |
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489 ## Author: David Billinghurst (David.Billinghurst@riotinto.com.au) |
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490 ## Comalco Research and Technology |
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491 ## 20 May 1998 |
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492 ## |
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493 ## Based on SLATEC quick check for DASSL by Linda Petzold |
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494 ## |
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495 ## Problem |
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496 ## |
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497 ## x1' + 10*x1 = 0, x1(0) = 1 |
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498 ## x1 + x2 = 1, x2(0) = 0 |
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499 ## |
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500 ## |
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501 ## Solution |
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502 ## |
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503 ## x1(t) = exp(-10*t) |
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504 ## x2(t) = 1 - x(1) |
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505 ## |
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506 %!function res = __f (x, xdot, t) |
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507 %! res = [xdot(1)+10*x(1); x(1)+x(2)-1]; |
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508 %!endfunction |
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509 |
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510 %!test |
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511 %! |
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512 %! x0 = [1; 0]; |
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513 %! xdot0 = [-10; 10]; |
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514 %! t = (0:0.2:1)'; |
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515 %! |
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516 %! tol = 500 * dassl_options ("relative tolerance"); |
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517 %! |
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518 %! [x, xdot] = dassl ("__f", x0, xdot0, t); |
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519 %! |
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520 %! y = [exp(-10*t), 1-exp(-10*t)]; |
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521 %! |
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522 %! assert (x, y, tol); |
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523 |
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524 %!test |
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525 %! old_tol = dassl_options ("absolute tolerance"); |
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526 %! dassl_options ("absolute tolerance", eps); |
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527 %! assert (dassl_options ("absolute tolerance") == eps); |
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528 %! ## Restore old value of tolerance |
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529 %! dassl_options ("absolute tolerance", old_tol); |
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530 |
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531 %!error dassl_options ("foo", 1, 2) |
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532 */ |